+185.4%
SW vs BN
+274.5%
-89.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.4% |
| 7D | +4.7% | +5.7% | -1.1% | +2.4% |
| 30D | +5.0% | +12.0% | -7.0% | +0.6% |
| 3M | -7.3% | -6.1% | -1.3% | -5.2% |
| 6M | +15.0% | -8.6% | +23.6% | +18.8% |
| YTD | +18.5% | -8.5% | +27.0% | +22.3% |
| 1Y | +27.1% | -8.4% | +35.6% | +31.0% |
| 3Y | +49.3% | +92.3% | -42.9% | +22.8% |
| 5Y | -1.6% | +31.3% | -33.0% | -12.5% |
| All | +185.4% | +274.5% | -89.1% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling